This is the complete list of members for CliquetOption, including all inherited members.
additionalData() const | Trade | virtual |
additionalData_ (defined in Trade) | Trade | mutableprotected |
additionalDatum(const std::string &tag) const | Trade | |
addPremiums(std::vector< boost::shared_ptr< Instrument >> &instruments, std::vector< Real > &multipliers, const Real tradeMultiplier, const PremiumData &premiumData, const Real premiumMultiplier, const Currency &tradeCurrency, const boost::shared_ptr< EngineFactory > &factory, const string &configuration) (defined in Trade) | Trade | protected |
build(const boost::shared_ptr< ore::data::EngineFactory > &) override | CliquetOption | |
ore::data::Trade::build(const boost::shared_ptr< EngineFactory > &)=0 | Trade | pure virtual |
callPut() const (defined in CliquetOption) | CliquetOption | |
CliquetOption(const std::string &tradeType) | CliquetOption | |
CliquetOption(const std::string &tradeType, ore::data::Envelope &env, const boost::shared_ptr< ore::data::Underlying > &underlying, std::string currency, QuantLib::Real notional, std::string longShort, std::string callPut, ore::data::ScheduleData scheduleData, QuantLib::Real moneyness=1.0, QuantLib::Real localCap=QuantLib::Null< QuantLib::Real >(), QuantLib::Real localFloor=QuantLib::Null< QuantLib::Real >(), QuantLib::Real globalCap=QuantLib::Null< QuantLib::Real >(), QuantLib::Real globalFloor=QuantLib::Null< QuantLib::Real >(), QuantLib::Size settlementDays=0, QuantLib::Real premium=0.0, std::string premiumCcy="", std::string premiumPayDate="") | CliquetOption | |
currency() const (defined in CliquetOption) | CliquetOption | |
envelope() | Trade | |
envelope() const (defined in Trade) | Trade | |
fixings(const QuantLib::Date &settlementDate=QuantLib::Date()) const | Trade | virtual |
fromFile(const std::string &filename) (defined in XMLSerializable) | XMLSerializable | |
fromXML(ore::data::XMLNode *node) override (defined in CliquetOption) | CliquetOption | virtual |
fromXMLString(const std::string &xml) | XMLSerializable | |
getCumulativePricingTime() const | Trade | |
getNumberOfPricings() const | Trade | |
globalCap() const (defined in CliquetOption) | CliquetOption | |
globalFloor() const (defined in CliquetOption) | CliquetOption | |
hasCashflows() const | Trade | virtual |
id() | Trade | |
id() const (defined in Trade) | Trade | |
instrument() const (defined in Trade) | Trade | |
instrument_ (defined in Trade) | Trade | protected |
issuer() const (defined in Trade) | Trade | |
issuer_ (defined in Trade) | Trade | protected |
legCurrencies() const (defined in Trade) | Trade | |
legCurrencies_ (defined in Trade) | Trade | protected |
legPayers() const (defined in Trade) | Trade | |
legPayers_ (defined in Trade) | Trade | protected |
legs() const (defined in Trade) | Trade | |
legs_ (defined in Trade) | Trade | protected |
localCap() const (defined in CliquetOption) | CliquetOption | |
localFloor() const (defined in CliquetOption) | CliquetOption | |
longShort() const (defined in CliquetOption) | CliquetOption | |
maturity() const (defined in Trade) | Trade | |
maturity_ (defined in Trade) | Trade | protected |
moneyness() const (defined in CliquetOption) | CliquetOption | |
name() const (defined in CliquetOption) | CliquetOption | |
notional() const | Trade | virtual |
notional_ (defined in Trade) | Trade | protected |
notionalCurrency() const (defined in Trade) | Trade | virtual |
notionalCurrency_ (defined in Trade) | Trade | protected |
npvCurrency() const (defined in Trade) | Trade | |
npvCurrency_ (defined in Trade) | Trade | protected |
portfolioIds() const (defined in Trade) | Trade | |
premium() const (defined in CliquetOption) | CliquetOption | |
premiumCcy() const (defined in CliquetOption) | CliquetOption | |
premiumPayDate() const (defined in CliquetOption) | CliquetOption | |
requiredFixings() const | Trade | |
requiredFixings_ (defined in Trade) | Trade | protected |
reset() | Trade | |
resetPricingStats(const std::size_t numberOfPricings=0, const boost::timer::nanosecond_type cumulativePricingTime=0) | Trade | |
savedCumulativePricingTime_ (defined in Trade) | Trade | protected |
savedNumberOfPricings_ (defined in Trade) | Trade | protected |
scheduleData() const (defined in CliquetOption) | CliquetOption | |
setLegBasedAdditionalData(const Size legNo, Size resultLegId=Null< Size >()) const (defined in Trade) | Trade | protected |
settlementDays() const (defined in CliquetOption) | CliquetOption | |
toFile(const std::string &filename) (defined in XMLSerializable) | XMLSerializable | |
toXML(ore::data::XMLDocument &doc) override (defined in CliquetOption) | CliquetOption | virtual |
toXMLString() | XMLSerializable | |
Trade() | Trade | |
Trade(const string &tradeType, const Envelope &env=Envelope(), const TradeActions &ta=TradeActions()) | Trade | |
tradeActions() | Trade | |
tradeActions() const (defined in Trade) | Trade | |
tradeType() const (defined in Trade) | Trade | |
tradeType_ (defined in Trade) | Trade | protected |
underlying() const (defined in CliquetOption) | CliquetOption | |
underlyingIndices(const boost::shared_ptr< ReferenceDataManager > &referenceDataManager=nullptr) const (defined in Trade) | Trade | virtual |
validate() const | Trade | |
~Trade() | Trade | virtual |
~XMLSerializable() (defined in XMLSerializable) | XMLSerializable | virtual |